Some Limit Theorems for Large Deviations

Previous article Next article Some Limit Theorems for Large DeviationsS. V. NagaevS. V. Nagaevhttps: //doi. org/10. 1137/1110027PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout1 H. Cramér, Sur un nouveau théorème-limite de la théorie des probabilités, Actual. Sci. et Ind. , No. 736, Paris, 1938 Google Scholar2 Yu. V. Linnik, Limit theorems for sums of independent variables taking into account large deviations, I, II, III, Theory Prob. Applications, 6 (1961), 131–148, 345–360; 7 (1962), pp. 115–129. (English translation. ) 10. 1137/1106019 0107. 13202 LinkGoogle Scholar3 V. V. Petrov, A generalization of Cramér's limit theorem, Uspekhi Mat. Nauk, IX (1954), 196–202, (In Russian. ) Google Scholar4 V. V. Petrov, Integral theorems for large deviations, Dokl. Akad. Nauk SSSR, 138 (1961), 779–780, (In Russian. ) MR0150805 0099. 35102 Google Scholar5 S. V. 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Nagaev17 July 2006 | Theory of Probability & Its Applications, Vol. 13, No. 4AbstractPDF (1082 KB) Complete exponential convergence and some related topics14 July 2016 | Journal of Applied Probability, Vol. 4, No. 02 Cross Ref Complete exponential convergence and some related topics14 July 2016 | Journal of Applied Probability, Vol. 4, No. 2 Cross Ref Volume 10, Issue 2| 1965Theory of Probability & Its Applications History Submitted: 06 January 1964Published online: 17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI: 10. 1137/1110027Article page range: pp. 214-235ISSN (print): 0040-585XISSN (online): 1095-7219Publisher: Society for Industrial and Applied Mathematics